Blender 2.81 Eevee lights clipping through objects when using volume shader
Seems like Eevee sometimes really has some troubles with volumetric lighting. As they say here: https://developer.blender.org/T71208

I think this was a side effect of a previous bug (in 2.80). basically, the volumes were all shifted 1 voxel further from the camera. This was fixed but now this light leaking is just a side effect of the volume texture being low res.
There is little we can do to fix it. The workaround is to give more precision to the volume (increase samples in volumetric settings) and the shadow maps.


this is a sort of precision error.
This probably won't be fixed anytime soon.
Unless a new groundbreaking volumetric lighting approach is discovered, which is... quite unlikely? You can attempt to alleviate this by making the volumetric lighting texture more fine. This will however use more VRAM so be careful

I hope it will help.
These few quite similar cases may be helpful too:

https://developer.blender.org/T61654
https://blenderartists.org/t/why-spot-light-coming-throught-the-mesh/1227943
EEVEE 2.8 : the light goes through the egdes of a simple cube?